Revise and Resubmit

• Market-based Human Capital Valuation: Implications for Asset Pricing and Aggregate Wealth with Dave Berger and Richard Roll,  Journal of Financial and Quantitative Analysis
• Asset Prices and Partisanship: Evidence from Daily Shopper Data with Jialu Shen and Ruixiang Wang, Journal of Financial and Quantitative Analysis
• The Complete Picture: How Bayesian Model Averaging Reveals Currency Risk and Local Pricing in Fat-Tailed International Markets with Zhuo Qiao and Yan Wang, Reject and Resubmit at Journal of Financial and Quantitative Analysis​
• Machine Learning Classification and Portfolio Allocation: Evidence of the Premium on Information Quantity  with  Yang Bai​, Financial Analysts Journal


• A New Method for Asset Pricing Test with Nontradable Factors with Richard Roll, Junbo Wang, and Tengfei Wang, Journal of Banking and Finance
• Blaze New Trails for Others to Follow: Evidence from Scanner Data with Ruixiang Wang​, Journal of Corporate Finance
• Timing Anomalies Through Investor Bias with Jonas Frey and Denis Mokanov, Review of Asset Pricing Studies